Asynchronous Iterations of Parareal Algorithm for Option...

Asynchronous Iterations of Parareal Algorithm for Option Pricing Models

Magoulès, Frédéric, Gbikpi-Benissan, Guillaume, Zou, Qinmeng
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Volume:
6
Language:
english
Journal:
Mathematics
DOI:
10.3390/math6040045
Date:
March, 2018
File:
PDF, 392 KB
english, 2018
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